To solve the equation, \(\hat{c}_\alpha (\eta \mid \mathbb {P}_n) = 1-\alpha \) , [1]} recommend a stochastic approximation scheme that iteratively defines a learning rate sequence \((\eta _t)\)  as
\( \eta _{t+1} = \eta _t + k_t \lbrace  \hat{c}_\alpha (\eta \mid \mathbb {P}_n) - (1-\alpha )\rbrace , \quad t \ge 1, \) 
